Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|6|506-521

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.6, 2015-06, pp. : 506-521

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract